Provides asymptotics for P(M_τ > x) where M_τ is the max of random walk with infinite mean before hitting ≤0.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Maximum on a random time interval of a random walk with infinite mean
Provides asymptotics for P(M_τ > x) where M_τ is the max of random walk with infinite mean before hitting ≤0.